+2,285.8%
AEP vs FDX
+4,201.0%
-1,915.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.0% | +0.9% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | +4.5% | +9.3% | -4.8% | +3.0% |
| 3M | +2.8% | +0.5% | +2.4% | +2.7% |
| 6M | -0.7% | +5.3% | -6.0% | -1.7% |
| YTD | +13.8% | +38.6% | -24.7% | +7.6% |
| 1Y | +9.0% | +53.5% | -44.6% | +1.3% |
| 3Y | +83.0% | +74.2% | +8.8% | +63.9% |
| 5Y | +83.3% | +75.3% | +8.0% | +60.7% |
| 10Y | +194.6% | +156.3% | +38.3% | +131.0% |
| All | +2,285.8% | +4,201.0% | -1,915.2% | +1,161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling